+311.1%
SPOT vs TAP
-29.1%
+340.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.9% | +2.1% |
| 7D | +1.6% | +1.3% | +0.3% | +1.5% |
| 30D | +16.9% | +5.7% | +11.2% | +16.4% |
| 3M | +23.0% | -1.9% | +24.9% | +23.1% |
| 6M | +42.2% | +0.9% | +41.2% | +42.0% |
| YTD | +5.5% | -9.5% | +15.0% | +5.9% |
| 1Y | -5.1% | -9.0% | +3.9% | -4.7% |
| 3Y | +257.9% | -22.2% | +280.2% | +261.7% |
| 5Y | +118.4% | +1.2% | +117.1% | +115.8% |
| All | +311.1% | -29.1% | +340.2% | +280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling